Day Change Summary |
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Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
8,495 |
8,480 |
-15 |
-0.2% |
8,365 |
High |
8,560 |
8,550 |
-10 |
-0.1% |
8,560 |
Low |
8,485 |
8,445 |
-40 |
-0.5% |
8,275 |
Close |
8,550 |
8,460 |
-90 |
-1.1% |
8,550 |
Range |
75 |
105 |
30 |
40.0% |
285 |
ATR |
117 |
117 |
-1 |
-0.8% |
0 |
Volume |
1,347 |
888 |
-459 |
-34.1% |
14,249 |
|
Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,800 |
8,735 |
8,518 |
|
R3 |
8,695 |
8,630 |
8,489 |
|
R2 |
8,590 |
8,590 |
8,479 |
|
R1 |
8,525 |
8,525 |
8,470 |
8,505 |
PP |
8,485 |
8,485 |
8,485 |
8,475 |
S1 |
8,420 |
8,420 |
8,451 |
8,400 |
S2 |
8,380 |
8,380 |
8,441 |
|
S3 |
8,275 |
8,315 |
8,431 |
|
S4 |
8,170 |
8,210 |
8,402 |
|
|
Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,317 |
9,218 |
8,707 |
|
R3 |
9,032 |
8,933 |
8,629 |
|
R2 |
8,747 |
8,747 |
8,602 |
|
R1 |
8,648 |
8,648 |
8,576 |
8,698 |
PP |
8,462 |
8,462 |
8,462 |
8,486 |
S1 |
8,363 |
8,363 |
8,524 |
8,413 |
S2 |
8,177 |
8,177 |
8,498 |
|
S3 |
7,892 |
8,078 |
8,472 |
|
S4 |
7,607 |
7,793 |
8,393 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,560 |
8,325 |
235 |
2.8% |
118 |
1.4% |
57% |
False |
False |
2,412 |
10 |
8,620 |
8,275 |
345 |
4.1% |
112 |
1.3% |
54% |
False |
False |
3,166 |
20 |
8,755 |
8,275 |
480 |
5.7% |
124 |
1.5% |
39% |
False |
False |
3,531 |
40 |
9,075 |
8,110 |
965 |
11.4% |
78 |
0.9% |
36% |
False |
False |
1,776 |
60 |
9,075 |
8,110 |
965 |
11.4% |
58 |
0.7% |
36% |
False |
False |
1,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,996 |
2.618 |
8,825 |
1.618 |
8,720 |
1.000 |
8,655 |
0.618 |
8,615 |
HIGH |
8,550 |
0.618 |
8,510 |
0.500 |
8,498 |
0.382 |
8,485 |
LOW |
8,445 |
0.618 |
8,380 |
1.000 |
8,340 |
1.618 |
8,275 |
2.618 |
8,170 |
4.250 |
7,999 |
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